摘要:

Asymptotic results about the distribution of the regression estimator in a double sampling scheme when using an auxiliary covariate have been established by Engel and Walstra (1991). Conniffe (1985) studied in the finite sample case the closely related model of simultaneous regression equations in econometrics with unequal numbers of observations. The aim of this paper is to provide a normal approximation of the distribution of the regression estimator. First, the exact distribution is derived in the Gaussian framework and the exact moments of the regression estimator are deduced. An Edgeworth expansion of the exact distribution is then calculated in order to propose a normal approximation. The exact distribution, the Edgeworth expansion and the normal approximation are compared throughout an example.

ISSN:0233-1888    

DOI:10.1080/02331889908802671

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Two dimensional designs for blocksize (ν/2) × 2 and an even number ν of treatments, which are neighbor balanced and which have an additional property on the design formed by the corner plots, are studied. Efficiency lower bounds for these resolvable row-column designs are obtained under two different error covariance structures: the doubly geometric, for which the correlations decay rapidly, and the autonormal, which exhibits a slower rate of decay. Two infinite series of the designs are constructed.

ISSN:0233-1888    

DOI:10.1080/02331889908802672

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

For the model considered by Chaturvedi and Gupta (1995), first of all, we develop a class of 'routine-type' two-stage procedures to construct fixed-width confidence region (which may be interval, ellipsoidal or spherical) for the parameter(s) of interest. The drawbacks of this 'routine-type' two-stage procedure, over other multi-stage procedures, are discussed. In order to remove these drawbacks, along the lines of Takada (1993) and Kumar and Chaturvedi (1993), an 'improved' class of two-stage procedures is proposed. The exact and asymptotic properties of the two classes are studied. By means of examples, we illustrate that many estimation problems fall under our set-up.

ISSN:0233-1888    

DOI:10.1080/02331889908802674

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

The problem of estimating parameters of a multinomial distribution is considered in the special case when the data arrive at random times. Using a weighted squared error loss and the observation cost determined by a function of the moment of stopping, a class of optimal sequential procedures is derived.

ISSN:0233-1888    

DOI:10.1080/02331889908802675

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

The paper investigates random processes of geometrical objects in Euclidean spaces. General properties of the measure of total projections are derived by means of Palm distribution. Explicit formulas for variances of the projection measure are obtained for Poisson point processes of compact sets.

ISSN:0233-1888    

DOI:10.1080/02331889908802676

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

H. Dette and W. J. Studden: The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis. Wiley, New York (1997), xvii + 327 pages

ISSN:0233-1888    

DOI:10.1080/02331889908802677

出版商:Gordon & Breach Science Publishers    

年代:1999

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331889908802670

出版商:Gordon & Breach Sceince Publishers    

年代:1999

数据来源: Taylor